I went directly from HI from my previous employer to independent insurance (now have a high deductible plan / HSA) back in Feb. For me, I went to sites like www.ehealthinsurance.com
to get an idea of what was out there. But when I was ready, I worked with an independent insurance agent. You can find a local agent at http://www.nahu.org/
. It doesn't cost anymore to use an agent then if you were to go it alone. Additionally, there's a good book out there called "The New Health Insurance Solution" by Paul Zane Pilzer that is about how to get individual coverage without your employer. One other thing worth mentioning, if you haven't already, you might want to get a copy of your medical records so you'd have that all ready when filling out the application and could refer to if needed during the underwriting process. Best of luck to you!